AuthorSanz Solใae, Marta, 1952-
TitleMalliavin calculus [electronic resource] : with applications to stochastic partial differential equations / Marta Sanz-Solใae
Imprint Lausanne, Switzerland : EPFL Press, 2005
Connect tohttp://marc.crcnetbase.com/isbn/9781439818947
Descript viii, 162 p

CONTENT

ch. 1. Integration by parts and absolute continuity of probability laws -- ch. 2. Finite dimensional Malliavin calculus -- ch. 3. The basic operators of Malliavin calculus -- ch. 4. Representation of Wiener functionals -- ch. 5. Criteria for absolute continuity and smoothness of probability laws -- ch. 6. Stochastic partial differential equations driven by spatially homogeneous gaussian noise -- ch. 7. Malliavin regularity of solutions of SPDE's -- ch. 8. Analysis of the Malliavin matrix of solutions of SPDE's


SUBJECT

  1. Malliavin calculus
  2. Stochastic partial differential equations
  3. Electronic books.